+581.1%
MTSI vs AIG
+63.9%
+517.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.7% | +3.9% |
| 7D | +11.1% | -1.4% | +12.5% | +11.7% |
| 30D | -3.7% | -3.3% | -0.3% | -2.5% |
| 3M | -20.2% | +2.2% | -22.4% | -21.6% |
| 6M | +30.8% | -2.1% | +32.9% | +30.2% |
| YTD | +67.0% | -11.2% | +78.2% | +72.1% |
| 1Y | +120.4% | -2.1% | +122.6% | +116.3% |
| 3Y | +260.4% | +34.4% | +226.0% | +204.5% |
| 5Y | +356.3% | +53.7% | +302.5% | +258.4% |
| 10Y | +581.1% | +64.4% | +516.7% | +319.6% |
| All | +581.1% | +63.9% | +517.2% | +319.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling